4. Road map to terminology

  1. Antti Ilmanen

Published Online: 25 MAY 2012

DOI: 10.1002/9781118467190.ch4

Expected Returns: An Investor's Guide to Harvesting Market Rewards

Expected Returns: An Investor's Guide to Harvesting Market Rewards

How to Cite

Ilmanen, A. (2011) Road map to terminology, in Expected Returns: An Investor's Guide to Harvesting Market Rewards, John Wiley & Sons, Ltd., Chichester, West Sussex, UK. doi: 10.1002/9781118467190.ch4

Publication History

  1. Published Online: 25 MAY 2012
  2. Published Print: 21 MAR 2011

ISBN Information

Print ISBN: 9781119990727

Online ISBN: 9781118467190

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Keywords:

  • risk-adjusted returns;
  • biased returns;
  • expected returns;
  • return measurement issues;
  • constant risk premia

Summary

This chapter contains sections titled:

  • Constant or time-varying expected returns?

  • Rational or irrational expectations formation?

  • Return measurement issues

  • Returns in what currency?

  • Risk-adjusted returns

  • Biased returns

  • Notes